A Dynamic Algorithm for Credit Line of Enterprise Group

摘要

The enterprise group has gradually become the competing object of pursuit of the major commercial banks for its significant competitive and resource advantages and the huge profit they brings to the commercial banks. In order to win the group customers, major commercial banks often over credit for the group customers and can not adjust the credit limit with the development of enterprise's business. These all bring the commercial banks great credit risk. Therefore to providing a dynamic algorithm for credit line of enterprise group has a great significance for the credit risk control of commercial banks. As a result, this paper using MDP proposed a simple and practical approach to calculation the credit line of enterprise group based on the historical data of commercial banks.